+2,043.3%
GLW vs LIN
+10,822.5%
-8,779.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -7.1% |
| 7D | -9.5% | +3.3% | -12.7% | -11.0% |
| 30D | -25.5% | +8.8% | -34.3% | -28.6% |
| 3M | -25.6% | +8.6% | -34.2% | -28.9% |
| 6M | -25.5% | +7.0% | -32.5% | -28.9% |
| YTD | +36.4% | +24.3% | +12.1% | +20.9% |
| 1Y | +40.6% | +27.3% | +13.3% | +22.8% |
| 3Y | +352.8% | +38.9% | +313.9% | +276.4% |
| 5Y | +267.1% | +69.4% | +197.7% | +174.0% |
| 10Y | +581.8% | +440.7% | +141.1% | +201.3% |
| All | +2,043.3% | +10,822.5% | -8,779.2% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling